+411.8%
GE vs VALE
+35.2%
+376.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.7% | -3.2% | +5.8% | +3.3% |
| 30D | +8.1% | -15.1% | +23.1% | +11.5% |
| 3M | -7.9% | -18.7% | +10.8% | -4.3% |
| 6M | +12.9% | -31.5% | +44.4% | +21.2% |
| YTD | +8.2% | -11.4% | +19.6% | +10.0% |
| 1Y | +9.7% | -1.9% | +11.5% | +9.3% |
| 3Y | +266.1% | +1.7% | +264.4% | +256.7% |
| All | +411.8% | +35.2% | +376.5% | +317.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling